MarketScript > Functions > Roll |
roll (expr1, expr2)
Symbol or stream of data to be rolled with an adjusted expiration date.
Root of the commodity which will be used to determine expiration date. Insert a number to roll the expiration date that many days early.
roll("/GCL<0>", "1tBRN")
roll("/GCL<0>", 1)
"1tBRN<0>" - roll("/GCL<0>", "1tBRN") 2*uc(roll("/GRB<0>","/CL"),bbl)+uc(roll("/GHO<0>","/CL"),bbl)-3*"/GCL<0>"